CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 1.1810 1.1807 -0.0003 0.0% 1.1909
High 1.1830 1.1820 -0.0010 -0.1% 1.1936
Low 1.1792 1.1754 -0.0038 -0.3% 1.1754
Close 1.1811 1.1815 0.0005 0.0% 1.1815
Range 0.0039 0.0066 0.0028 71.4% 0.0182
ATR 0.0081 0.0080 -0.0001 -1.3% 0.0000
Volume 132 255 123 93.2% 3,129
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1994 1.1971 1.1851
R3 1.1928 1.1905 1.1833
R2 1.1862 1.1862 1.1827
R1 1.1839 1.1839 1.1821 1.1851
PP 1.1796 1.1796 1.1796 1.1802
S1 1.1773 1.1773 1.1809 1.1785
S2 1.1730 1.1730 1.1803
S3 1.1664 1.1707 1.1797
S4 1.1598 1.1641 1.1779
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2379 1.2279 1.1915
R3 1.2198 1.2097 1.1865
R2 1.2016 1.2016 1.1848
R1 1.1916 1.1916 1.1832 1.1875
PP 1.1835 1.1835 1.1835 1.1815
S1 1.1734 1.1734 1.1798 1.1694
S2 1.1653 1.1653 1.1782
S3 1.1472 1.1553 1.1765
S4 1.1290 1.1371 1.1715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1936 1.1754 0.0182 1.5% 0.0062 0.5% 34% False True 625
10 1.1936 1.1718 0.0218 1.8% 0.0072 0.6% 45% False False 546
20 1.1936 1.1669 0.0267 2.3% 0.0079 0.7% 55% False False 577
40 1.2033 1.1669 0.0365 3.1% 0.0081 0.7% 40% False False 498
60 1.2637 1.1669 0.0968 8.2% 0.0077 0.7% 15% False False 382
80 1.2735 1.1669 0.1067 9.0% 0.0072 0.6% 14% False False 307
100 1.2735 1.1669 0.1067 9.0% 0.0072 0.6% 14% False False 261
120 1.2836 1.1669 0.1167 9.9% 0.0074 0.6% 13% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2101
2.618 1.1993
1.618 1.1927
1.000 1.1886
0.618 1.1861
HIGH 1.1820
0.618 1.1795
0.500 1.1787
0.382 1.1779
LOW 1.1754
0.618 1.1713
1.000 1.1688
1.618 1.1647
2.618 1.1581
4.250 1.1474
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 1.1806 1.1827
PP 1.1796 1.1823
S1 1.1787 1.1819

These figures are updated between 7pm and 10pm EST after a trading day.

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